Investigate failure of convergence lbfgs

TARGENE / TargeneCore.jl

Core Functionalities for TarGene

Apache License 2.0

2 stars 2 forks source link

Investigate failure of convergence lbfgs #81

Closed olivierlabayle closed 2 years ago

olivierlabayle commented 2 years ago

The Interaction Learner: Interaction Transformer + Generalized Linear Model (Logistic regression mostly I think) seems to fail to converge on the UKBB data. this need investigation.

TODO:

[x] Update SKLearner to MLJLinear models
[x] check the standard deviation
[x] Log the number of rows used for learning
[x] The number of rows for each variant

olivierlabayle commented 2 years ago

An other issue is occuring with ScikitLearn when all input categories are not seen at training time. I am thus falling back to using MLJLinearModels as I used to before witnessing performance drop with high number of categories.